Adaptive order flow forecasting with multiplicative error models
Andrija Mihoci, Christopher Hian-Ann Ting, Meng-Jou Lu, Kainat Khowaja
| Year of publication: |
2022
|
|---|---|
| Authors: | Mihoci, Andrija ; Ting, Christopher ; Lu, Meng-Jou ; Khowaja, Kainat |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 4.2022, 1, p. 89-108
|
| Subject: | Multiplicative error models | Trading volume | Order flow | Forecasting | Theorie | Theory | Prognoseverfahren | Forecasting model | Handelsvolumen der Börse | Prognose | Forecast | Kointegration | Cointegration | Schätzung | Estimation | Wertpapierhandel | Securities trading | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-021-00047-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013163515